-42.8%
BROS vs SN
+99.0%
-141.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -3.7% |
| 7D | -21.2% | +7.2% | -28.4% | -24.0% |
| 30D | -11.6% | +20.4% | -31.9% | -19.7% |
| 3M | -36.7% | +23.9% | -60.6% | -43.6% |
| 6M | -42.8% | +93.0% | -135.9% | -61.0% |
| All | -42.8% | +99.0% | -141.8% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling